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  • Search: subject:"Random coefficient autoregressive models"
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Year of publication
Subject
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(Generalized) Autoregressive conditional heteroskedasticity models 1 (Generalized) Random coefficient autoregressive models 1 ARCH model 1 ARCH-Modell 1 Autocorrelation 1 Autokorrelation 1 Autoregressive panel data models 1 Estimation theory 1 Local asymptotic normality 1 Nonlinear time series models 1 One-sided multiparameter alternatives 1 One-sided multiparameter tests 1 Panel 1 Panel study 1 Random coefficient autoregressive models 1 Random coefficient panel models 1 Schätztheorie 1 Time series analysis 1 Time-series-cross-section models 1 Zeitreihenanalyse 1 asymptotic optimality 1 autoregressive conditional heteroskedasticity models 1 classical moment estimator 1 conditional least squares estimator 1 estimating function 1 random coefficient autoregressive models 1
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Online availability
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Free 1 Undetermined 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Akharif, Abdelhadi 1 Chandra, S. 1 Hallin, Marc 1 Heuvel, Edwin R. van den 1 Regis, Marta 1 Serra, Paulo 1 Taniguchi, Masanobu 1
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Institution
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1
Published in...
All
Annals of the Institute of Statistical Mathematics 1 Econometric reviews 1 ULB Institutional Repository 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Random autoregressive models : a structured overview
Regis, Marta; Serra, Paulo; Heuvel, Edwin R. van den - In: Econometric reviews 41 (2022) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
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Efficient detection of random coefficients in autoregressive models
Hallin, Marc; Akharif, Abdelhadi - Solvay Brussels School of Economics and Management, … - 2003
Persistent link: https://www.econbiz.de/10011011611
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Cover Image
Estimating Functions for Nonlinear Time Series Models
Chandra, S.; Taniguchi, Masanobu - In: Annals of the Institute of Statistical Mathematics 53 (2001) 1, pp. 125-141
Persistent link: https://www.econbiz.de/10005616436
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